Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.337268 0.370255 0.406203 0.448491 0.497132 0.551639 0.617780
2025-02-16 0.293362 0.335084 0.383182 0.443332 0.517399 0.606781 0.724622
2025-02-23 0.256731 0.301749 0.355825 0.426642 0.518590 0.636370 0.802852
2025-03-02 0.227748 0.273728 0.330781 0.408329 0.513536 0.655327 0.868456
2025-03-09 0.212307 0.260627 0.322475 0.409652 0.533219 0.708666 0.990148
2025-03-16 0.203404 0.254776 0.322524 0.421477 0.568028 0.787580 1.165174
2025-03-23 0.193644 0.246731 0.318551 0.426754 0.593387 0.855560 1.337105
2025-03-30 0.184052 0.238004 0.312637 0.428211 0.612578 0.916100 1.509764
2025-04-06 0.174481 0.228505 0.304690 0.425532 0.624444 0.965679 1.673654
2025-04-13 0.162233 0.214357 0.288861 0.409073 0.611470 0.969334 1.745544
2025-04-20 0.156067 0.208559 0.284903 0.410841 0.629269 1.031412 1.958603
2025-04-27 0.150196 0.202788 0.280496 0.411333 0.644652 1.091120 2.184336
2025-05-04 0.143469 0.195549 0.273640 0.407659 0.653040 1.140453 2.407713
2025-05-11 0.138487 0.190640 0.270055 0.409145 0.671154 1.213385 2.722506
2025-05-18 0.131167 0.181752 0.259574 0.397744 0.663086 1.227986 2.878199
2025-05-25 0.123772 0.172397 0.247813 0.383175 0.647188 1.222378 2.971834
2025-06-01 0.120359 0.169082 0.245674 0.385659 0.665919 1.301095 3.375198
2025-06-08 0.118947 0.168817 0.248488 0.397342 0.705113 1.438222 4.066197
2025-06-15 0.116451 0.166671 0.247978 0.402709 0.731486 1.549167 4.739212
2025-06-22 0.113469 0.163580 0.245654 0.404364 0.749815 1.643004 5.415672
2025-06-29 0.110022 0.159566 0.241497 0.402078 0.758831 1.712789 6.040378
2025-07-06 0.104711 0.152267 0.231244 0.386963 0.736098 1.684004 6.129244
2025-07-13 0.102368 0.149812 0.229416 0.388667 0.753809 1.783305 7.038135